• 한국국방경영분석학회지
• /
• 제8권1호
• /
• pp.71-76
• /
• 1982

A procedure is established for combining a regression model and a time series model to fit to a set of autocorrelated data. This procedure is based on an iterative method to compute regression parameter estimates and time series parameter estimates simultaneously. The time series model which is discussed is basically AR(p) model, since MA(q) model or ARMA(p,q) model can be inverted to AR({$\infty$) model which can be approximated by AR(p) model. The procedure discussed in this articled is applied in general to any combination of regression model and time series model.

• 한국농공학회지
• /
• 제31권4호
• /
• pp.31-49
• /
• 1989

It is of the most urgent necessity to get hydrological time series of long duration for the establishment of rational design and operation criterion for the Agricultural hydraulic structures. This study was conducted to select best fitted frequency distribution for the monthly runoff and to simulate long series of generated flows by multi-season first order Markov model with comparison of statistical parameters which are derivated from observed and sy- nthetic flows in the five watersheds along Geum river basin. The results summarized through this study are as follows. 1. Both two parameter gamma and two parameter lognormal distribution were judged to be as good fitted distributions for monthly discharge by Kolmogorov-Smirnov method for goodness of fit test in all watersheds. 2. Statistical parameters were obtained from synthetic flows simulated by two parameter gamma distribution were closer to the results from observed flows than those of two para- meter lognormal distribution in all watersheds. 3. In general, fluctuation for the coefficient of variation based on two parameter gamma distribution was shown as more good agreement with the observed flow than that of two parameter lognormal distribution. Especially, coefficient of variation based on two parameter lognormal distribution was quite closer to that of observed flow during June and August in all years. 4. Monthly synthetic flows based on two parameter gamma distribution are considered to give more reasonably good results than those of two parameter lognormal distribution in the multi-season first order Markov model in all watersheds. 5. Synthetic monthly flows with 100 years for eack watershed were sjmulated by multi- season first order Markov model based on two parameter gamma distribution which is ack- nowledged to fit the actual distribution of monthly discharges of watersheds. Simulated sy- nthetic monthly flows may be considered to be contributed to the long series of discharges as an input data for the development of water resources. 6. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

• 한국환경과학회지
• /
• 제16권5호
• /
• pp.623-632
• /
• 2007

The objective of this study is analysis of Andong-Dam lake water quality with water quality model. Model parameters of the WASP applied to Lake Andong-Dam were estimated. The methodology is based on grouping water quality constituents and relevant parameters and successively estimating parameters by a trial-and-error procedure. Water qualify system for modeling consisted of BOD, DO, T-N, T-P. The results of water quality modelling using WASP. T-N was maximum affected by K71C(Organic nitrogen mineralization rate) parameter. T-P was maximum affected by K83C(Dissolved organic phosphorus mineralization) parameter, and It did not show a difference almost from the parameter of others and it omitted. BOD was maximum affected by Temperature parameter, it was visible of the reaction due to the KDC(Deoxygenation rate) in afterwords, and it did not show a difference from the parameter of others and it omitted. DO was maximum affect by Temperature parameter, and It did not show a difference almost from the parameter of others and it omitted. The parameter which it presumes from the this study uses a water quality modeling and Actual value and the result with which it compares, error rate the parameter presumption which is appropriate with 1% interior and exterior is investigated, It will reach and it uses and it will be able to apply to the suitable parameter in water quality modelling of the objective area which can be feeded by it becomes.

• 전자공학회논문지B
• /
• 제31B권3호
• /
• pp.39-46
• /
• 1994

In this paper, three types of parameter update law which can be used in model reference adaptive control are suggested based on speed-gradient algorithm which was introduced by Fradkov. It is shown that the parameter update law which was proposed by Narendra is a special from of these laws and that proposed parameter update laws can insure the global stability under some conditions such as attainability and convexity. We also comment that the transfer function of reference model shoud be positive real for the realization of parameter update law.

• Communications for Statistical Applications and Methods
• /
• 제10권2호
• /
• pp.341-352
• /
• 2003

Collecting data through experiment, the observers are an import source of measurement error and the inference on the measure of agreement, say kappa, is necessary. The models commonly used are complicated general mixture model, which have many nuisance parameters. Orthogonalization of parameters reduce the effect of nuisance parameter. Orthogonalization of estimating function gives the same effect as the parameter orthogonalization. In this study, the method for orthogonalization of estimating equation is studied and applied to the Beta-binomial model to examine the properties of the estimate of kappa. As a result, the likelihood function is insensitive to the change of the nuisance parameter and bias is smaller than the result of m.1.e. when kappa has extreme values

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
• /
• pp.1204-1209
• /
• 1990

This paper offers the theory and method for regression analysis of the regression model with operational parameter variables based on the fundamentals of mathematical statistics. Regression coefficients are usually constants related to the problem of regression analysis. This paper considers that regression coefficients are not constants but the functions of some operational parameter variables. This is a kind of method of two-step fitting regression model. The second part of this paper considers the experimental step numbers as recursive variables, the recursive identification with unknown operational parameter variables, which includes two recursive variables, is deduced. Then the optimization and the recursive identification are combined to obtain the sequential experiment optimum design with operational parameter variables. This paper also offers a fast recursive algorithm for a large number of sequential experiments.

• 대한조선학회논문집
• /
• 제29권4호
• /
• pp.36-44
• /
• 1992

초기 선형 생성을 위한 B-spline form-parameter 방법의 개선을 위해 Form-parameter 간의 관계를 실적선 데이타 분석으로 Fuzzy 모델링하고, Fuzzy 추론을 통해 Form-parameter 값들을 도출했다. Fuzzy 모델의 유용성 확인을 위해 Fuzzy 모델에 의해 도출된 선형을 실제의 모델 선형과 비교했다.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 1998년도 하계학술대회 논문집 C
• /
• pp.1073-1075
• /
• 1998

This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management Program. Bass diffusion model was applied in this paper, which has different values according to parameters ; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameter, there are no empirical results in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints are empirical results or expert's decision. Case studies show the diffusion curves of high-efficient lighting and also forecasting of the peak value for power demand considering diffusion of high-efficient lighting, the feedback and least-square parameter estimation method used in this paper enable us to evaluate the status and forecasting of the effect of DSM program.

• International Journal of Reliability and Applications
• /
• 제18권2호
• /
• pp.83-98
• /
• 2017

Stress-strength reliability problems arise frequently in applied statistics and related fields. In the context of reliability, the stress-strength model describes the life of a component, which has a random strength X and is subjected to random stress Y. The component fails at the instant that the stress applied to it exceeds the strength and the component will function satisfactorily whenever X > Y. The problem of estimation the reliability parameter in a stress-strength model R = P[Y < X], when X and Y are two independent two-parameter Lindley random variables is considered in this paper. The maximum likelihood estimator (MLE) and Bayes estimator of R are obtained. Also, different confidence intervals of R are obtained. Simulation study is performed to compare the different proposed estimation methods. Example in real data is used as practical application of the proposed procedure.

• Computers and Concrete
• /
• 제30권4호
• /
• pp.269-276
• /
• 2022

In this paper, frequency vibrations of double-walled carbon nanotubes (CNTs) has been investigated based upon nonlocal elastic theory. The inference of small scale is being perceived by establishing nonlocal Love shell model. The wave propagation approach has been operated to frame the governing equations as eigen value system. An innovational nonlocal model to examine the scale effect on vibrational behavior of armchair, zigzag and chiral of double-walled CNTs. An appropriate selection of material properties and nonlocal parameter has been considered. The influence of dimensionless nonlocal parameter has been studied in detail. The dominance of end condition via nonlocal parameter is explained graphically. The results generated furnish the evidence regarding applicability of nonlocal shell model and also verified by earlier published literature.